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~isPartOf:"Journal of empirical finance"
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Search: subject_exact:"Homoscedasticity"
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Heteroscedasticity
9
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Luger, Richard
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Deo, Rohit S.
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Journal of empirical finance
Journal of econometrics
72
Econometric theory
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Economics letters
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Oxford bulletin of economics and statistics
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American journal of agricultural economics
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International journal of forecasting
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The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
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1
Multiple testing of the forward rate unbiasedness hypothesis across currencies
Fu, Hsuan
;
Luger, Richard
- In:
Journal of empirical finance
68
(
2022
),
pp. 232-245
Persistent link: https://www.econbiz.de/10013464493
Saved in:
2
Volatility co-movements : a time-scale decomposition analysis
Cipollini, Andrea
;
Lo Cascio, Iolanda
;
Muzzioli, Silvia
- In:
Journal of empirical finance
34
(
2015
),
pp. 34-44
Persistent link: https://www.econbiz.de/10011556988
Saved in:
3
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng
;
Tang, Ke
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
Saved in:
4
Long-run performance evaluation : correlation and heteroskedasticity-consistent tests
Jegadeesh, Narasimhan
;
Karceski, Jason
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 101-111
Persistent link: https://www.econbiz.de/10003800541
Saved in:
5
A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data
Lejeune, Bernard
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 507-523
Persistent link: https://www.econbiz.de/10003856832
Saved in:
6
Testing the CAPM revisited
Ray, Surajit
;
Savin, N. Eugene
;
Tiwari, Ashish
- In:
Journal of empirical finance
16
(
2009
)
5
,
pp. 721-733
Persistent link: https://www.econbiz.de/10003900383
Saved in:
7
Exact distribution-free tests of mean-variance efficiency
Gungor, Sermin
;
Luger, Richard
- In:
Journal of empirical finance
16
(
2009
)
5
,
pp. 816-829
Persistent link: https://www.econbiz.de/10003900411
Saved in:
8
The dual contributions of information instruments in return models : magnitude and direction predictability
Korkie, Robert M.
;
Sivakumar, Ranjini
;
Turtle, Harry J.
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 511-523
Persistent link: https://www.econbiz.de/10001712017
Saved in:
9
On testing the adequacy of stable processes under conditional heteroscedasticity
Deo, Rohit S.
- In:
Journal of empirical finance
9
(
2002
)
2
,
pp. 257-270
Persistent link: https://www.econbiz.de/10001655811
Saved in:
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